Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.70% | 99.73 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'986 EUR | 251'736 EUR | 100.00% | 100.00% |
19.11.2024 | 0.70% | 99.97 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'880 EUR | 251'630 EUR | 89.38% | 89.38% |
18.11.2024 | 0.70% | 100.10 % | 100.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'313 EUR | 252'063 EUR | 99.67% | 99.67% |
15.11.2024 | 0.70% | 99.93 % | 100.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'016 EUR | 251'766 EUR | 100.00% | 100.00% |
14.11.2024 | 0.70% | 99.97 % | 100.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'395 EUR | 251'145 EUR | 100.00% | 100.00% |
13.11.2024 | 0.70% | 99.50 % | 100.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'826 EUR | 250'576 EUR | 100.00% | 100.00% |
12.11.2024 | 0.70% | 99.70 % | 100.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'354 EUR | 252'104 EUR | 98.74% | 98.74% |
11.11.2024 | 0.70% | 100.19 % | 100.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'343 EUR | 252'093 EUR | 100.00% | 100.00% |
08.11.2024 | 0.70% | 99.73 % | 100.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'852 EUR | 251'602 EUR | 99.83% | 99.83% |
07.11.2024 | 0.69% | 100.50 % | 101.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'607 EUR | 253'357 EUR | 100.00% | 100.00% |